Don't worry, breaking your CPU is very hard to do, as long as your not silly with the voltages.
To test this, I just pumped my 2.4GHZ Quad to 3.6ghz by putting the voltage to 5.5 and upping the FSB to 400, with a Multiplier of 9, with RAM running in 1:1 sync to the processor.
Results on a 9700 Zalman on load? Well... Around 67 degrees C on a couple of the cores... A bit hot, but its stable.
Just go slow, and nothing can go wrong. Just check temps, using a program like Core Temp while doing tests.
You can expect the computer to blue screen if you haven't set the voltage high enough, and thats okay.